In a photolithography process, which is one of the manufacturing steps of micro devices (electronic devices, etc.), such as semiconductor devices and liquid crystal display devices, an exposure apparatus is used which projects and exposes a pattern formed on a mask onto a photosensitive substrate. This exposure apparatus has a mask stage capable of holding and moving a mask, and a substrate stage capable of holding and moving a substrate, and projects and exposes a pattern of a mask onto a substrate via a projection optical system while sequentially moving the mask stage and the substrate stage. In the manufacture of a micro device, in order to increase the density of the device, it is necessary to make the pattern formed on the substrate fine. In order to address this necessity, even higher resolution of the exposure apparatus is desired. As one means for realizing this higher resolution, there is proposed an immersion exposure apparatus as disclosed in the following Patent Document 1, in which liquid is filled in an optical path space for the exposure light, and exposure light is shone onto the substrate via the liquid, to thereby expose the substrate.    [Patent Document 1] PCT International Publication No. WO 99/49504